Based on the last three years' returns, the estimated 𝛽𝛽 and 𝛼𝛼 for corporation XYZ are

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Based on the last three years' returns, the estimated 𝛽𝛽 and 𝛼𝛼
for corporation XYZ are respectively 1.35 and +0.7% per month. Next
month both the market and the XYZ stock price fall by 5%. What are
the expected stock return and the abnormal return of corporation
XYZ?
(a) -5%; 0.95% (b) -6.05%; 0.95% (c) -5%; 0% (d) -6.05%;
1.05%